As disclosed in Japanese Patent No. 3851119, the present applicant has proposed a connection apparatus by which fluid pressure devices, such as a filter, a regulator, a lubricator, etc., which are used in a pneumatic circuit, are connected together integrally. With this connection apparatus, a through hole is formed in a body having a hole therein, an engagement member is engaged by a bolt, which is inserted through the through hole, and engagement flanges of the engagement member are engaged respectively with projections, which are disposed in the vicinity of ports of two adjacent fluid pressure devices, and thereafter, by tightening the bolt, the fluid pressure devices are interconnected via the engagement flange.